Knowing, and politely asking for your preferred option is the #1 way of making sure you get what you want. My typical calculus for domestic connections is that if we're on the ground before the scheduled departure, they will often, but not always hold it for a few minutes, otherwise, assume you're out of luck.

If you have a tight connection, always have a plan "B" at the time that you book it. Remember, also, that most agents have their systems primarily oriented towards the things they do on their own airline, so pulling inventory and issuing tickets on another airline are often not easy. On the other hand, if you can tell them the carrier, the flight number and that it's got at least 5 coach seats left, then you have a good chance of getting what you want.